Before SAS 9, we have to handle date/time values conditionaly if they are not in uniform style. Now, it becomes easy to input many different variations of date/time values using ANYDT* informats.
It is mainly used in PROC IMPORT, the Import Wizard, raw file input which have different styles of date/time values.
As to ANYDT* informats, notice the two points at below:
#1: There is no INVALID DATA message or set _ERROR_ to 1 if the input text cannot be interpreted. (SAS Note)
#2: A new system option DATESTYLE is introduced to determine the sequence of month, day, and year
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